Pages that link to "Item:Q3094490"
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The following pages link to Volatility determination in an ambit process setting (Q3094490):
Displaying 6 items.
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)